+134.2%
RBRK vs FGI
+56.8%
+77.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.8% | -0.8% | -2.5% |
| 7D | -7.5% | +12.1% | -19.6% | -7.8% |
| 30D | -10.4% | +75.7% | -86.1% | -13.2% |
| 3M | +21.3% | +31.7% | -10.4% | +18.0% |
| 6M | +50.6% | +111.5% | -60.8% | +42.9% |
| YTD | +13.3% | +45.8% | -32.5% | +8.5% |
| 1Y | +11.2% | +112.5% | -101.3% | +6.1% |
| All | +134.2% | +56.8% | +77.4% | +131.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FGI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling